A Class of Ruin Probability Mo del with Dep endent Structure

In this paper, we study a class of ruin problems, in which premiums and claims are dependent. Under the assumption that premium income is a stochastic process, we raise the model that premiums and claims are dependent, give its numeri-cal characteristics and the ruin probability of the individual risk model in the surplus process. In addition, we promote the number of insurance policies to a Poisson pro-cess with parameter λ, using martingale methods to obtain the upper bound of the ultimate ruin probability.